Journal Article

FZJ-2021-04987

http://join2-wiki.gsi.de/foswiki/pub/Main/Artwork/join2_logo100x88.png Convergence of multilevel spectral deferred corrections

Kremling, G. ; Speck, R. (Corresponding author)FZJ*

2021
Mathematical Sciences Publishers Berkeley, Calif.

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Please use a persistent id in citations: http://hdl.handle.net/2128/29361  doi:10.2140/camcos.2021.16.227

Abstract: The spectral deferred correction (SDC) method is a class of iterative solvers for ordinary differential equations (ODEs). It can be interpreted as a preconditioned Picard iteration for the collocation problem. The convergence of this method is well known, for suitable problems it gains one order per iteration up to the order of the quadrature method of the collocation problem provided. This appealing feature enables an easy creation of flexible, high-order accurate methods for ODEs. A variation of SDC are multilevel spectral deferred corrections (MLSDC). Here, iterations are performed on a hierarchy of levels and an FAS correction term, as in nonlinear multigrid methods, couples solutions on different levels. While there are several numerical examples which show its capabilities and efficiency, a theoretical convergence proof is still missing. We address this issue. A proof of the convergence of MLSDC, including the determination of the convergence rate in the time-step size, will be given and the results of the theoretical analysis will be numerically demonstrated. It turns out that there are restrictions for the advantages of this method over SDC regarding the convergence rate.

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Contributing Institute(s):

1. Jülich Supercomputing Center (JSC)

Research Program(s):

1. 5111 - Domain-Specific Simulation Data Life Cycle Labs (SDLs) and Research Groups (POF4-511) (POF4-511)
2. DFG project 450829162 - Raum-Zeit-parallele Simulation multimodale Energiesystemen (450829162) (450829162)

Appears in the scientific report 2021

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Database coverage:
; ; Clarivate Analytics Master Journal List ; Current Contents - Physical, Chemical and Earth Sciences ; Essential Science Indicators ; IF < 5 ; JCR ; SCOPUS ; Science Citation Index Expanded ; Web of Science Core Collection

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